Anic Equity¶

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Total return since start: 0.576 %¶

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Equity now: -----------------------------> 48126.0 Kr¶

Max Equity ever reached: ------------> 52072.52 Kr¶

Portfolio value: --------------------------> 45923.16 Kr¶

PnL: ---------------------------------------> -2299.09 Kr¶

DD now: ---------------------------------> -7.579 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-03-13 14:32:12.208302'

Anic Portfolio¶

Today¶

Return: -0.712 %¶

Total¶

Return: 57.542 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sivers Semiconductors 90 -10.360000 818.100000 120.100000 17.210000 698.000040
VBG GROUP B 4 -3.860000 648.000000 40.000000 6.580000 608.000000
Stillfront Group 38 -2.750000 705.850000 19.850000 2.890000 686.000016
Tobii Dynavox 109 -1.950000 2735.900000 13.900000 0.510000 2721.999993
Tietoevry 2 -1.570000 651.200000 13.200000 2.070000 638.000000
Vitec Software Group B 1 -2.130000 492.800000 7.800000 1.610000 485.000000
MEKO 13 -2.530000 1554.800000 0.800000 0.050000 1554.000006
G5 Entertainment 3 -0.840000 570.000000 -2.000000 -0.350000 572.000001
Mycronic 3 -3.140000 646.800000 -5.200000 -0.800000 651.999999
SKF A 3 -4.650000 585.000000 -8.000000 -1.350000 593.000001
SKF B 3 -4.760000 585.450000 -10.550000 -1.770000 596.000001
ASSA ABLOY B 2 -1.650000 502.200000 -11.800000 -2.300000 514.000000
Embracer Group B 14 -4.840000 675.990000 -13.010000 -1.890000 689.000004
Nordisk Bergteknik B 130 -3.630000 4147.000000 -17.000000 -0.410000 4163.999970
Addnode Group B 6 -3.530000 688.800000 -20.200000 -2.850000 709.000002
Fastighetsbolag. Emilshus Pref 21 -1.530000 540.750000 -21.250000 -3.780000 562.000005
ACQ Bure SPAC 36 -0.410000 3463.200000 -26.800000 -0.770000 3489.999984
Husqvarna A 7 -4.200000 606.200000 -26.800000 -4.230000 632.999997
Loomis 6 -2.550000 2014.800000 -28.200000 -1.380000 2043.000000
Avanza Bank Holding 2 -6.360000 479.600000 -31.400000 -6.140000 511.000000
Husqvarna B 7 -4.070000 607.460000 -32.540000 -5.080000 639.999997
Rejlers B 6 -2.770000 925.200000 -36.800000 -3.830000 961.999998
Arion Banki SDB 61 -2.190000 655.140000 -41.860000 -6.010000 697.000030
Collector Bank 29 -6.250000 1191.900000 -42.100000 -3.410000 1233.999996
Swedbank A 3 -3.790000 574.500000 -43.500000 -7.040000 618.000000
Norva24 Group 12 -1.890000 360.960000 -46.290000 -11.370000 407.250000
ITAB Shop Concept 56 -6.960000 644.000000 -47.000000 -6.800000 691.000016
Lagercrantz Group B 5 -4.150000 555.000000 -52.000000 -8.570000 607.000000
Nordea Bank Abp 30 -3.750000 3711.000000 -52.000000 -1.380000 3762.999990
Dustin Group 18 -4.950000 608.760000 -61.240000 -9.140000 669.999996
Mips 1 -3.520000 466.600000 -62.400000 -11.800000 529.000000
AFRY 3 -3.200000 517.200000 -77.800000 -13.080000 594.999999
Viaplay Group B 4 -6.340000 939.200000 -97.800000 -9.430000 1037.000000
Fastighetsbolaget Emilshus B 23 5.320000 569.020000 -125.980000 -18.130000 694.999993
RVRC Holding 17 -4.190000 544.340000 -138.660000 -20.300000 683.000007
Beijer Alma B 9 -3.570000 1796.400000 -157.600000 -8.070000 1953.999999
Fasadgruppen Group 38 0.780000 3914.000000 -276.000000 -6.590000 4190.000004
Alimak Group 11 0.000000 695.200000 -297.800000 -29.990000 992.999997
Camurus 16 -3.580000 3532.800000 -605.200000 -14.630000 4138.000000
TOTAL 45921.120000 -2301.130000 -7.58492% 48222.250041

Updated:¶

'2023-03-13 14:31:29.388339'
None

Last optimization/rebalancing:¶

'2023-02-12'

Next optimization/rebalancing:¶

'2023-03-24'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶